Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 73 2 3 3 175
Asset-pricing models and economic risk premia: a decomposition 0 0 0 158 3 4 8 908
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 24 1 6 19 47
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 240 0 3 4 1,214
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 145 5 7 11 421
Minimum-Variance Kernels and Economic Risk Premia 0 0 1 164 2 3 5 708
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 2 156 0 2 5 554
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 33 1 4 8 88
Model comparison using the Hansen-Jagannathan distance 0 0 1 115 1 3 10 315
Playing the field: Geomagnetic storms and international stock markets 0 0 1 301 5 7 19 1,089
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 148 0 4 14 556
Specification tests of asset pricing models using excess returns 0 2 3 111 2 5 7 436
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 1 3 11 52
The exact distribution of the Hansen-Jagannathan bound 0 0 1 75 1 2 3 281
The price of inflation and foreign exchange risk in international equity markets 0 0 0 231 0 2 5 988
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 1 17 2 5 19 45
Total Working Papers 0 2 11 1,991 26 63 151 7,877


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 1 44 1 4 8 157
Financial market frictions 0 0 10 94 2 5 38 285
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 60 0 2 5 151
Model Comparison Using the Hansen-Jagannathan Distance 0 1 1 48 1 4 7 151
Specification tests of asset pricing models using excess returns 0 0 2 47 2 5 8 198
The news in financial asset returns 0 0 0 6 0 2 6 187
Total Journal Articles 0 1 15 299 6 22 72 1,129


Statistics updated 2020-02-04